coef.summary.censReg function

Coefficients of Censored Regression Models and their Statistical Properties

This function returns the estimated coefficients of censored regression models as well as their standard errors, z-values, and P-values.

## S3 method for class 'summary.censReg'
coef( object, logSigma = TRUE, ... )

Arguments

• object: object of class "summary.censReg"

  (returned by summary.censReg).

• logSigma: logical value indicating whether the variance(s) of the model should be returned logarithmized.

• ...: currently not used.

Returns

coef.summary.censReg returns an matrix, where each row corresponds to one coefficient and the 4 rows contain the estimated coefficients, their standard errors, z-values, and P-values.

Author(s)

Arne Henningsen

See Also

censReg, summary.censReg and coef.censReg

Examples

## Kleiber & Zeileis ( 2008 ), page 142
data( "Affairs", package = "AER" )
estResult <- censReg( affairs ~ age + yearsmarried + religiousness +
   occupation + rating, data = Affairs )
coef( summary( estResult ) )